So, I need the answer to the question in the title: Are all undecidable problems NP-hard? If I have some undecidable problem (for example, Post correspondence problem), can I say it's NP-hard, and how to prove it?
Are all undecidable problems NP-Hard?
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The wikipedia article on NP-hardness addresses part of your question in the second paragraph of the examples section.
It lists the halting problem as an example of an undecidable problem that is NP-hard because of how a turing machine may be transformed into truth value assignments.
If $P=NP$ then all undeciable problems are NP-hard...so are all decidable problems. The oracle can just be ignored. So to disprove that undecidable problems are NP-hard you'd have to somehow prove $P \ne NP$.
To prove your proposition in the affirmative, that for all undecidable problems, an oracle for that problem can be used to solve an NP-complete problem in polynomial time might not be much easier, but others here probably know more than me about that.
Answer by Yuval Filmus, original post at cs.se: